Matthew S. Zhang

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20242026

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4 papers · 1 filter

math.ST2026

Sharp dimensional analysis of midpoint methods for Langevin sampling

Fan Chen, Sinho Chewi, Jianfeng Lu +1

We study deterministic and randomized midpoint discretizations of Langevin dynamics for a target $π \propto e^{- V}$ , where $0 ≺ α I ⪯ \nabla^{2} V ⪯ β I$ and $κ = β / α$ . To achi…

math.ST2026

High-accuracy simulation of Picard HMC, part I: Gaussian cloud correction

Fan Chen, Sinho Chewi, Jianfeng Lu +1

We study the problem of sampling from a continuous density $π \propto exp (- V)$ on $R^{d}$ , where $V \in C^{2} (R^{d})$ has a $β$ -Lipschitz gradient and $π$ satisfies a loga…

math.ST2026

Smoothed Picard Hamiltonian Monte Carlo

Fan Chen, Sinho Chewi, Jianfeng Lu +1

We develop a new low-accuracy sampler, called smoothed Picard Hamiltonian Monte Carlo, which combines Gaussian smoothing, Picard iteration, and higher-order discretization. For a l…

math.ST2026

Accelerated High-Accuracy Sampling from a Warm Start via the Proximal Bouncy Particle Sampler

Fan Chen, Sinho Chewi, Jianfeng Lu +1

We study the problem of sampling from $μ (d x) \propto e^{- V (x)} d x$ on $R^{d}$ , where $V$ is $α$ -strongly convex and $β$ -smooth, and write $κ := β / α$ . We desi…